Are forecast updates progressive?

DOI10.1016/J.MATCOM.2013.03.007MaRDI QIDQ2227404zbMATHOpenAlexFDO

Authors Chialin Chang, Philip Hans Franses, Michael McAleer

Publication date 15 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL http://papers.tinbergen.nl/13049.pdf

zbMATH Keywords

intuitionforecast errorseconometric modelsmacroeconomic forecastsprogressive forecast updates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Econometric Issues in the Analysis of Regressions with Generated Regressors
• ON THE COMPARISON OF SEVERAL MEAN VALUES: AN ALTERNATIVE APPROACH
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances
• Tests of equal forecast accuracy and encompassing for nested models
• When are two step estimators efficient?

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